Pandas Profiling Report

Dataset statistics

Number of variables	10
Number of observations	236010
Missing cells	0
Missing cells (%)	0.0%
Duplicate rows	0
Duplicate rows (%)	0.0%
Total size in memory	16.4 MiB
Average record size in memory	73.0 B

Variable types

Boolean	1
Numeric	9

Alerts

`Won` is highly correlated with `Price`	High correlation
`Price` is highly correlated with `Won` and 1 other fields	High correlation
`Coupon` is highly correlated with `Sensitivity` and 1 other fields	High correlation
`Notional` is highly correlated with `Maturity`	High correlation
`Maturity` is highly correlated with `Notional`	High correlation
`Sensitivity` is highly correlated with `Coupon` and 1 other fields	High correlation
`Liquidity` is highly correlated with `Price` and 2 other fields	High correlation
`Complexity` is highly correlated with `ParticipantCount`	High correlation
`ParticipantCount` is highly correlated with `Complexity`	High correlation
`Won` is highly correlated with `Price`	High correlation
`Price` is highly correlated with `Won`	High correlation
`Coupon` is highly correlated with `Sensitivity` and 2 other fields	High correlation
`Notional` is highly correlated with `Maturity`	High correlation
`Maturity` is highly correlated with `Notional`	High correlation
`Sensitivity` is highly correlated with `Coupon` and 1 other fields	High correlation
`Liquidity` is highly correlated with `Coupon` and 1 other fields	High correlation
`Complexity` is highly correlated with `ParticipantCount`	High correlation
`ParticipantCount` is highly correlated with `Coupon` and 1 other fields	High correlation
`Won` is highly correlated with `Price`	High correlation
`Price` is highly correlated with `Won`	High correlation
`Notional` is highly correlated with `Maturity`	High correlation
`Maturity` is highly correlated with `Notional`	High correlation
`Sensitivity` is highly correlated with `Liquidity`	High correlation
`Liquidity` is highly correlated with `Sensitivity`	High correlation
`Won` is highly correlated with `Price`	High correlation
`Price` is highly correlated with `Won` and 1 other fields	High correlation
`Coupon` is highly correlated with `Notional` and 4 other fields	High correlation
`Notional` is highly correlated with `Coupon` and 3 other fields	High correlation
`Maturity` is highly correlated with `Coupon` and 1 other fields	High correlation
`Sensitivity` is highly correlated with `Coupon` and 3 other fields	High correlation
`Liquidity` is highly correlated with `Price` and 3 other fields	High correlation
`Complexity` is highly correlated with `ParticipantCount`	High correlation
`ParticipantCount` is highly correlated with `Coupon` and 4 other fields	High correlation
`Liquidity` has 32072 (13.6%) zeros	Zeros

Reproduction

Analysis started	2022-03-16 19:22:01.307434
Analysis finished	2022-03-16 19:22:21.947854
Duration	20.64 seconds
Software version	pandas-profiling v3.1.0
Download configuration	config.json

Won
Boolean

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	2
Distinct (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Memory size	230.6 KiB

False	151002
True	85008

Common Values
Chart

Value	Count	Frequency (%)
False	151002	64.0%
True	85008	36.0%

Price
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	236005
Distinct (%)	> 99.9%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	159.9922012

Minimum	0.09008691816
Maximum	638.4642916
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	1.8 MiB

Quantile statistics

Minimum	0.09008691816
5-th percentile	90.4207775
Q1	120.7212158
median	141.2023656
Q3	174.9049726
95-th percentile	306.5616721
Maximum	638.4642916
Range	638.3742047
Interquartile range (IQR)	54.18375684

Descriptive statistics

Standard deviation	71.85503254
Coefficient of variation (CV)	0.4491158444
Kurtosis	8.298806147
Mean	159.9922012
Median Absolute Deviation (MAD)	25.52098857
Skewness	2.533063776
Sum	37759759.4
Variance	5163.145701
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
140.1260234	4	< 0.1%
139.860908	2	< 0.1%
137.3777409	2	< 0.1%
173.9895064	1	< 0.1%
529.9738444	1	< 0.1%
176.6197512	1	< 0.1%
199.9495711	1	< 0.1%
210.1060662	1	< 0.1%
266.6088562	1	< 0.1%
516.6035349	1	< 0.1%
Other values (235995)	235995	> 99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0.09008691816	1	< 0.1%
6.790401934	1	< 0.1%
12.18817621	1	< 0.1%
13.51227225	1	< 0.1%
14.81511103	1	< 0.1%
14.91694461	1	< 0.1%
15.8847162	1	< 0.1%
17.10328841	1	< 0.1%
17.37220357	1	< 0.1%
18.18466876	1	< 0.1%

Value	Count	Frequency (%)
638.4642916	1	< 0.1%
626.1861957	1	< 0.1%
606.6207358	1	< 0.1%
603.7708043	1	< 0.1%
602.9921535	1	< 0.1%
599.1635825	1	< 0.1%
594.7193168	1	< 0.1%
594.0963713	1	< 0.1%
594.0255362	1	< 0.1%
593.7837998	1	< 0.1%

Coupon
Real number (ℝ)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	89665
Distinct (%)	38.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	2.096170981

Minimum	-83.46062463
Maximum	94.24758295
Zeros	0
Zeros (%)	0.0%
Negative	109208
Negative (%)	46.3%
Memory size	1.8 MiB

Quantile statistics

Minimum	-83.46062463
5-th percentile	-30.56478433
Q1	-11.19184559
median	0.386449391
Q3	15.28234032
95-th percentile	37.86823414
Maximum	94.24758295
Range	177.7082076
Interquartile range (IQR)	26.47418591

Descriptive statistics

Standard deviation	20.4824959
Coefficient of variation (CV)	9.771386059
Kurtosis	0.1403806832
Mean	2.096170981
Median Absolute Deviation (MAD)	13.10631301
Skewness	0.2153492563
Sum	494717.3132
Variance	419.5326383
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.247439888	12	< 0.1%
0.181337959	6	< 0.1%
-3.990650511	6	< 0.1%
-10.39174279	6	< 0.1%
48.17817242	6	< 0.1%
34.71070671	6	< 0.1%
-0.129869935	6	< 0.1%
25.9344675	6	< 0.1%
-21.44201489	6	< 0.1%
-32.37297497	6	< 0.1%
Other values (89655)	235944	> 99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-83.46062463	2	< 0.1%
-77.73691394	2	< 0.1%
-75.58669658	2	< 0.1%
-72.84869373	2	< 0.1%
-72.69142459	2	< 0.1%
-72.41146579	2	< 0.1%
-72.31560361	2	< 0.1%
-71.81488318	2	< 0.1%
-70.74059332	2	< 0.1%
-70.57576856	2	< 0.1%

Value	Count	Frequency (%)
94.24758295	2	< 0.1%
94.15481922	2	< 0.1%
92.4857167	2	< 0.1%
91.91096358	2	< 0.1%
90.19197689	6	< 0.1%
87.53919908	2	< 0.1%
87.48101484	2	< 0.1%
86.23035354	2	< 0.1%
85.87900096	6	< 0.1%
83.63088241	2	< 0.1%

Notional
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	89664
Distinct (%)	38.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	5120.182618

Minimum	3.141090936
Maximum	30923.39528
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	1.8 MiB

Quantile statistics

Minimum	3.141090936
5-th percentile	72.76703039
Q1	2523.931183
median	4321.443461
Q3	7014.272504
95-th percentile	12472.32768
Maximum	30923.39528
Range	30920.25419
Interquartile range (IQR)	4490.341321

Descriptive statistics

Standard deviation	3739.134573
Coefficient of variation (CV)	0.7302736742
Kurtosis	1.273101675
Mean	5120.182618
Median Absolute Deviation (MAD)	2109.030974
Skewness	1.072787946
Sum	1208414300
Variance	13981127.36
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
3.141090936	12	< 0.1%
8166.012486	6	< 0.1%
9491.715773	6	< 0.1%
3128.584523	6	< 0.1%
15505.10218	6	< 0.1%
10240.32246	6	< 0.1%
17.41732405	6	< 0.1%
9782.364777	6	< 0.1%
3577.616245	6	< 0.1%
5101.328693	6	< 0.1%
Other values (89654)	235944	> 99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
3.141090936	12	< 0.1%
3.151881273	2	< 0.1%
3.195984356	2	< 0.1%
3.261005846	2	< 0.1%
3.292207974	6	< 0.1%
3.302979187	6	< 0.1%
3.314775812	6	< 0.1%
3.317854251	6	< 0.1%
3.34489336	6	< 0.1%
3.347944096	2	< 0.1%

Value	Count	Frequency (%)
30923.39528	6	< 0.1%
27373.10615	2	< 0.1%
26926.64217	2	< 0.1%
26524.65757	2	< 0.1%
26448.62202	2	< 0.1%
26019.58531	2	< 0.1%
25460.38782	6	< 0.1%
25166.79487	2	< 0.1%
25101.07509	2	< 0.1%
24717.99854	6	< 0.1%

Maturity
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	89663
Distinct (%)	38.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	2148.467668

Minimum	3.140996773
Maximum	9261.68591
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	1.8 MiB

Quantile statistics

Minimum	3.140996773
5-th percentile	67.91906854
Q1	1132.880152
median	2029.793701
Q3	3016.114807
95-th percentile	4637.971819
Maximum	9261.68591
Range	9258.544913
Interquartile range (IQR)	1883.234655

Descriptive statistics

Standard deviation	1384.710505
Coefficient of variation (CV)	0.6445107485
Kurtosis	0.2645880859
Mean	2148.467668
Median Absolute Deviation (MAD)	939.606097
Skewness	0.5922370313
Sum	507059854.4
Variance	1917423.183
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
3.140996773	12	< 0.1%
46.81706859	6	< 0.1%
1662.824676	6	< 0.1%
2629.9654	6	< 0.1%
63.65486546	6	< 0.1%
4089.588097	6	< 0.1%
1831.769979	6	< 0.1%
1877.328474	6	< 0.1%
765.3599602	6	< 0.1%
1044.847146	6	< 0.1%
Other values (89653)	235944	> 99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
3.140996773	12	< 0.1%
3.150680863	2	< 0.1%
3.199357512	2	< 0.1%
3.268486056	2	< 0.1%
3.276621001	6	< 0.1%
3.296875141	6	< 0.1%
3.313110625	6	< 0.1%
3.323904981	6	< 0.1%
3.326642949	2	< 0.1%
3.328925266	6	< 0.1%

Value	Count	Frequency (%)
9261.68591	2	< 0.1%
9232.834124	2	< 0.1%
9131.36629	2	< 0.1%
8853.350601	2	< 0.1%
8769.922274	2	< 0.1%
8670.706935	2	< 0.1%
8631.830361	2	< 0.1%
8625.778481	2	< 0.1%
8420.425531	2	< 0.1%
8273.796563	2	< 0.1%

Sensitivity
Real number (ℝ)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	89665
Distinct (%)	38.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	7.190139414

Minimum	-153.9884059
Maximum	180.9309226
Zeros	0
Zeros (%)	0.0%
Negative	77064
Negative (%)	32.7%
Memory size	1.8 MiB

Quantile statistics

Minimum	-153.9884059
5-th percentile	-47.06635919
Q1	-3.084396446
median	5.302198074
Q3	18.55417332
95-th percentile	65.31909165
Maximum	180.9309226
Range	334.9193285
Interquartile range (IQR)	21.63856977

Descriptive statistics

Standard deviation	31.48103256
Coefficient of variation (CV)	4.378361914
Kurtosis	2.193242483
Mean	7.190139414
Median Absolute Deviation (MAD)	11.00476909
Skewness	0.3186246528
Sum	1696944.803
Variance	991.0554114
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.268345373	12	< 0.1%
0.212272283	6	< 0.1%
12.23823791	6	< 0.1%
-15.66913874	6	< 0.1%
107.766065	6	< 0.1%
74.48671586	6	< 0.1%
-0.030776776	6	< 0.1%
48.83637528	6	< 0.1%
15.88238551	6	< 0.1%
29.07443635	6	< 0.1%
Other values (89655)	235944	> 99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-153.9884059	2	< 0.1%
-137.7386154	2	< 0.1%
-137.3513853	2	< 0.1%
-136.6938959	2	< 0.1%
-136.1345874	2	< 0.1%
-128.5053197	2	< 0.1%
-127.781064	2	< 0.1%
-127.4217548	2	< 0.1%
-126.8511808	2	< 0.1%
-125.5633078	2	< 0.1%

Value	Count	Frequency (%)
180.9309226	2	< 0.1%
177.7946233	2	< 0.1%
174.5831972	2	< 0.1%
173.1464299	6	< 0.1%
172.9725672	2	< 0.1%
170.9555853	2	< 0.1%
168.7695064	2	< 0.1%
165.9114551	6	< 0.1%
163.4916331	2	< 0.1%
162.9393295	6	< 0.1%

Liquidity
Real number (ℝ)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION
ZEROS

Distinct	158
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.5151730859

Minimum	-92
Maximum	74
Zeros	32072
Zeros (%)	13.6%
Negative	87296
Negative (%)	37.0%
Memory size	1.8 MiB

Quantile statistics

Minimum	-92
5-th percentile	-26
Q1	-5
median	0
Q3	6
95-th percentile	25
Maximum	74
Range	166
Interquartile range (IQR)	11

Descriptive statistics

Standard deviation	14.74567722
Coefficient of variation (CV)	28.62276316
Kurtosis	2.857320104
Mean	0.5151730859
Median Absolute Deviation (MAD)	6
Skewness	-0.41129248
Sum	121586
Variance	217.4349968
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	32072	13.6%
5	12012	5.1%
1	11916	5.0%
4	9004	3.8%
6	8642	3.7%
2	8518	3.6%
3	8356	3.5%
-1	8152	3.5%
-2	7272	3.1%
-3	6766	2.9%
Other values (148)	123300	52.2%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-92	6	< 0.1%
-89	2	< 0.1%
-88	8	< 0.1%
-87	4	< 0.1%
-86	8	< 0.1%
-85	4	< 0.1%
-84	12	< 0.1%
-81	2	< 0.1%
-79	2	< 0.1%
-78	2	< 0.1%

Value	Count	Frequency (%)
74	2	< 0.1%
71	4	< 0.1%
68	2	< 0.1%
67	10	< 0.1%
66	4	< 0.1%
65	14	< 0.1%
64	12	< 0.1%
63	10	< 0.1%
62	16	< 0.1%
61	22	< 0.1%

Complexity
Real number (ℝ)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	89665
Distinct (%)	38.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	-0.5304514438

Minimum	-81.12532545
Maximum	104.6758397
Zeros	0
Zeros (%)	0.0%
Negative	122028
Negative (%)	51.7%
Memory size	1.8 MiB

Quantile statistics

Minimum	-81.12532545
5-th percentile	-34.52468058
Q1	-14.92465313
median	-0.210811993
Q3	12.90218881
95-th percentile	36.10969547
Maximum	104.6758397
Range	185.8011652
Interquartile range (IQR)	27.82684194

Descriptive statistics

Standard deviation	21.15746084
Coefficient of variation (CV)	-39.8857635
Kurtosis	0.0387266155
Mean	-0.5304514438
Median Absolute Deviation (MAD)	13.95475632
Skewness	0.1690620277
Sum	-125191.8452
Variance	447.638149
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.18617784	12	< 0.1%
0.045648976	6	< 0.1%
-7.036025526	6	< 0.1%
-21.17461496	6	< 0.1%
-43.93702146	6	< 0.1%
-4.514642178	6	< 0.1%
0.073828691	6	< 0.1%
-27.09145126	6	< 0.1%
-3.662263602	6	< 0.1%
-17.92932328	6	< 0.1%
Other values (89655)	235944	> 99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-81.12532545	6	< 0.1%
-78.6313733	2	< 0.1%
-77.42971891	2	< 0.1%
-76.01453475	2	< 0.1%
-74.87939294	2	< 0.1%
-74.39364789	2	< 0.1%
-73.62382643	2	< 0.1%
-73.54127603	2	< 0.1%
-72.90744747	2	< 0.1%
-72.90002329	2	< 0.1%

Value	Count	Frequency (%)
104.6758397	2	< 0.1%
96.63939463	2	< 0.1%
87.35427312	2	< 0.1%
87.23820711	2	< 0.1%
84.64044863	2	< 0.1%
82.91686083	2	< 0.1%
82.23032383	2	< 0.1%
81.6123397	2	< 0.1%
80.32394802	2	< 0.1%
80.11096344	6	< 0.1%

ParticipantCount
Real number (ℝ_≥0)

HIGH CORRELATION
HIGH CORRELATION
HIGH CORRELATION

Distinct	125
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	73.47712385

Minimum	2
Maximum	135
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	1.8 MiB

Quantile statistics

Minimum	2
5-th percentile	53
Q1	68
median	72
Q3	80
95-th percentile	94
Maximum	135
Range	133
Interquartile range (IQR)	12

Descriptive statistics

Standard deviation	12.19338194
Coefficient of variation (CV)	0.1659480026
Kurtosis	1.359091409
Mean	73.47712385
Median Absolute Deviation (MAD)	7
Skewness	-0.05913523861
Sum	17341336
Variance	148.6785631
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
70	29454	12.5%
71	11482	4.9%
74	8050	3.4%
72	8044	3.4%
73	7878	3.3%
75	7780	3.3%
76	7644	3.2%
77	7278	3.1%
78	7030	3.0%
79	6456	2.7%
Other values (115)	134914	57.2%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
2	2	< 0.1%
3	6	< 0.1%
7	2	< 0.1%
8	4	< 0.1%
11	2	< 0.1%
12	2	< 0.1%
14	8	< 0.1%
15	6	< 0.1%
16	2	< 0.1%
17	2	< 0.1%

Value	Count	Frequency (%)
135	2	< 0.1%
133	2	< 0.1%
131	14	< 0.1%
130	4	< 0.1%
129	2	< 0.1%
128	2	< 0.1%
127	6	< 0.1%
126	6	< 0.1%
124	12	< 0.1%
123	26	< 0.1%

Country
Real number (ℝ_≥0)

Distinct	9
Distinct (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	2.52860472

Minimum	1
Maximum	9
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	1.8 MiB

Quantile statistics

Minimum	1
5-th percentile	1
Q1	1
median	2
Q3	3
95-th percentile	7
Maximum	9
Range	8
Interquartile range (IQR)	2

Descriptive statistics

Standard deviation	1.970333416
Coefficient of variation (CV)	0.7792176453
Kurtosis	1.800481797
Mean	2.52860472
Median Absolute Deviation (MAD)	1
Skewness	1.620126281
Sum	596776
Variance	3.88221377
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=9)

Value	Count	Frequency (%)
1	86492	36.6%
2	80562	34.1%
3	21416	9.1%
4	10638	4.5%
5	9846	4.2%
6	9344	4.0%
7	8082	3.4%
8	6178	2.6%
9	3452	1.5%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1	86492	36.6%
2	80562	34.1%
3	21416	9.1%
4	10638	4.5%
5	9846	4.2%
6	9344	4.0%
7	8082	3.4%
8	6178	2.6%
9	3452	1.5%

Value	Count	Frequency (%)
9	3452	1.5%
8	6178	2.6%
7	8082	3.4%
6	9344	4.0%
5	9846	4.2%
4	10638	4.5%
3	21416	9.1%
2	80562	34.1%
1	86492	36.6%

Spearman's ρ

The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.

To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.

Pearson's r

The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.

To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.

Kendall's τ

Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.

To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.

Phik (φk)

Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.

Count
Matrix

A simple visualization of nullity by column.

Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.

First rows

	Won	Price	Coupon	Notional	Maturity	Sensitivity	Liquidity	Complexity	ParticipantCount	Country
0	False	173.989506	36.619581	7190.303746	5801.393623	12.861949	-11	30.331649	74	1
1	False	154.434297	-14.493572	3907.754648	3117.677959	6.632008	0	26.388674	75	2
2	True	140.306546	-5.156848	1748.478438	1390.654047	1.066665	3	13.911858	73	3
3	False	136.185397	36.380886	2876.694033	2325.175004	-10.913600	4	-1.299865	100	6
4	False	122.707273	1.697044	2097.140765	1690.196841	9.976876	5	-24.816807	69	3
5	True	184.950985	22.665973	9515.455096	2535.414520	44.538466	-8	-32.587171	62	7
6	False	124.534103	-13.060869	10462.362080	2770.476943	-26.546683	18	-9.935466	68	2
7	False	154.383021	0.671142	7431.831181	1980.909118	-2.613285	10	-30.622396	56	2
8	False	121.444771	-11.062128	7645.392635	2023.554527	-31.970024	23	-8.898941	64	4
9	False	129.678933	16.997186	7194.589100	1889.104131	31.091381	-8	38.575082	87	7

Last rows

	Won	Price	Coupon	Notional	Maturity	Sensitivity	Liquidity	Complexity	ParticipantCount	Country
236000	False	116.069059	41.480771	3850.704554	3114.106088	-4.297635	2	-0.712307	92	1
236001	False	62.381892	-15.126339	8591.074239	2261.757349	-46.428716	31	11.851354	72	5
236002	False	116.192441	43.874783	3991.513800	3227.076297	-4.134073	-1	15.610462	89	1
236003	False	98.455993	12.937047	3924.798803	3172.093721	14.428476	4	-37.476664	72	2
236004	False	161.135193	-8.485388	1911.875348	516.721147	23.490229	-28	-9.843286	76	8
236005	False	94.503661	-13.376048	1722.971234	456.919126	-19.491149	4	-8.022165	69	4
236006	False	140.714386	-13.235499	4366.474719	3488.775163	8.640732	-3	31.019047	73	1
236007	False	128.814415	3.916995	2709.458138	2176.133727	4.831354	1	2.553707	74	4
236008	False	102.134840	-22.629776	4034.279716	3244.094919	28.659734	3	-37.870611	51	1
236009	False	92.907265	6.313884	887.411363	708.376073	-5.872988	5	-6.891542	87	1

Overview

Variables

Interactions

Correlations

Spearman's ρ

Pearson's r

Kendall's τ

Phik (φk)

Missing values

Sample

First rows

Last rows